Kolmogorov Operators and Their Applications

About

Stéphane Menozzi is Full Professor at Université d'Évry Val d'Essonne-Paris Saclay. His research concerns degenerate and/or singular Stochastic Differential Equations regularity heat-kernel estimates approximation. Those equations can be viewed as the probabilistic counterpart to the corresponding Kolmogorov operators. Andrea Pascucci is Full Professor of Probability and Statistics at the Alma Mater Studiorum - Università di Bologna. His expertise lies in Stochastic Partial Differential Equations particularly of degenerate parabolic type. He has contributed to the field focusing on applications in mathematical finance including American options Asian/path-dependent options and volatility modeling. Sergio Polidoro is Full professor of Mathematical Analysis at the University of Modena and Reggio Emilia. His research activity mainly concerns regularity theory for second order partial differential equations with non-negative characteristic form. His main contributions in this field are regularity results and heat-kernel estimates for degenerate Kolmogorov equations.